Apply a strip property to multiple strips
This is quite simple in python:

import bpy

for s in bpy.context.scene.sequence_editor.sequences:
    if s.type != 'SOUND':
        s.use_proxy = True
        s.proxy.build_25 = True
        s.proxy.build_50 = False
        s.proxy.build_75 = False
        s.proxy.build_100 = False


This will set use_proxy to True for every strip in the current scene which is not a sound strip.

Just paste it into the text editor (ShiftF11) and press Run Script or AltP.